股指期权数据日报-20250708

Report Summary 1. Market Overview - The Shanghai Composite Index closed up 0.81 points, or 0.02%, at 3473.13 points, with a turnover of 476.197 billion yuan; the Shenzhen Component Index closed down 73.25 points, or 0.7%, at 10435.51 points, with a turnover of 732.453 billion yuan; the ChiNext Index closed down 26.04 points, or 1.21%, at 2130.19 points, with a turnover of 346.511 billion yuan; the CSI 300 closed down 17.03 points, or 0.43%, at 3965.17 points, with a turnover of 225.107 billion yuan [5] 2. Index Performance | Index | Closing Price | Change (%) | Turnover (Billion Yuan) | Volume (Billion) | | --- | --- | --- | --- | --- | | SSE 50 | 2731.5324 | -0.33 | 56.66 | 29.32 | | CSI 300 | 3965.1746 | -0.43 | 225.107 | 131.14 | | CSI 1000 | 6327.139 | 0.24 | 264.835 | 210.48 | [4] 3. CFFEX Stock Index Option Trading | Index | Option Volume (10,000 Contracts) - Put Options | Call Options | Daily Volume | Option Open Interest (10,000 Contracts) | Call Options | Put Options | Open Interest | | --- | --- | --- | --- | --- | --- | --- | --- | | SSE 50 | 2.26 (0.71) | 1.54 | 0.46 | 6.53 | 4.11 | 2.42 | 0.59 | | CSI 300 | 5.65 (2.13) | 3.52 | 0.61 | 18.66 | 10.97 | 7.69 | 0.70 | | CSI 1000 | 13.28 (6.31) | 6.96 | 0.91 | 26.53 | 13.36 | 13.17 | 0.99 | [4] 4. Volatility Analysis - The report presents historical volatility chains and volatility smile curves for SSE 50, CSI 300, and CSI 1000, including historical volatility ranges, percentile values, and current values, as well as next - month at - the - money implied volatility [8][9]